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Spike T. Lee · Study

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Spike T. Lee

1 works· latest 2011· 1 institutionscluster: provisional

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i101

Citations32

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Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model2011 · 32 citations

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Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

Numerical Methods for Partial Differential Equations·2011·2 authors

32citations